Introduction: Pain is an unpleasant sensory experience which occurs in actual or potential physical harm. Exercise is one of the factors affecting pain. The aim of this study is comparison of pain perception, coping strategies with pain and self efficacy of pain in athletes and non-athletes women.
 Materials and Methods: Ex post facto method was used on 60 female professional athletes and 60 non-athletes women from students of academic year 2013-14 of Shiraz University who were selected through multi-stage random sampling. The instrument was McGill pain, coping strategies with pain and self efficacy of pain questionnaire. The findings were analyzed through descriptive statistic, Leven Test Multivariate variance analysis using SPSS version 16.
 Results: Results showed that female athletes in comparison with non-athletes women have lower pain perception (P=0.003) and high self efficacy of pain (P<0.001). In addition, these women used coping strategies of distraction, reinterpreting the pain, ignoring, hoping or praying, self talking and increase of activity more than others (P<0.001) while female athletes exaggerated their pain less than non-athletes women (P=0.003).
 Conclusion: This research indicated that exercise affected on pain perception experience, self-efficacy of pain and use of coping strategies with pain among women.